Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50785.22 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45228.7 Kr¶

PnL: ---------------------------------------> -348.89 Kr¶

DD now: ---------------------------------> -4.396 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 12:19:35.888146'

Anic Portfolio¶

Today¶

Return: 0.067 %¶

This Week¶

Return: 0.067 %¶

Total portfolio value¶

Return including deposits: 66.258 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.620000 3592.500000 30.000000 0.840000 3562.500000
Hexatronic Group 15 3.970000 1092.600000 24.900000 2.330000 1067.700000
Hexagon B 26 -0.530000 3434.600000 23.400000 0.690000 3411.200000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Sagax B 4 -0.660000 896.400000 13.200000 1.490000 883.200000
Profoto Holding 7 -0.240000 593.600000 11.600000 1.990000 581.999999
Orrön Energy 170 -2.660000 2051.050000 10.200000 0.500000 2040.850000
Atrium Ljungberg B 5 0.330000 911.500000 10.000000 1.110000 901.500000
Sagax A 4 -0.450000 892.000000 8.000000 0.900000 884.000000
OX2 12 -2.370000 913.200000 6.600000 0.730000 906.600000
Platzer Fastigheter Holding B 12 -0.750000 955.200000 6.000000 0.630000 949.200000
Gränges 10 4.620000 1041.000000 5.000000 0.480000 1036.000000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
BHG Group 109 -5.090000 1423.540000 4.360000 0.310000 1419.180000
ASSA ABLOY B 4 -1.070000 994.800000 4.000000 0.400000 990.800000
Vitec Software Group B 2 -1.870000 1105.000000 4.000000 0.360000 1101.000000
Latour B 4 -2.630000 857.600000 3.600000 0.420000 854.000000
JM 7 -1.090000 951.300000 3.500000 0.370000 947.800000
Sandvik 4 -1.160000 848.400000 2.800000 0.330000 845.600000
HEXPOL B 8 -0.750000 957.600000 2.400000 0.250000 955.200000
SKF B 5 -1.160000 980.000000 2.000000 0.200000 978.000000
Alimak Group 12 0.000000 1005.600000 1.200000 0.120000 1004.400000
Byggmax Group 33 -1.480000 965.580000 0.660000 0.070000 964.920000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Biotage 1 -6.530000 147.500000 0.000000 0.000000 147.500000
Hennes & Mauritz B 6 -1.290000 908.400000 -1.560000 -0.170000 909.960000
BioGaia B 8 -1.830000 900.800000 -1.600000 -0.180000 902.400000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
Catena 2 -0.300000 799.600000 -4.000000 -0.500000 803.600000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
EQT 4 -2.530000 863.200000 -7.600000 -0.870000 870.800000
Vitrolife 3 -2.110000 668.400000 -8.600000 -1.270000 677.000001
Investor B 3 -1.240000 646.650000 -11.350000 -1.720000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -3.300000 2613.300000 -370.280000 -12.410000 2983.577733
TOTAL 45228.700000 -348.890000 -4.39592% 45577.591729

Updated:¶

'2023-06-19 12:19:53.358351'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶